Sadly I know of no painless way to accomplish this. However, there is a way.I usually play as elective, so this is something that comes up very often in my games, as one of the titles might have a different successor than the others leading to loss of some of the titles.
The trick is to destroy all top tier titles except the one you want to be your primary title. You can do this by going to the title screen and clicking the destroy button. Advantages:
- after 100 years the vassals of other titles will become de jure vassals of whichever title you kept
- you cannot loose any of the titles that you destroyed
- One kingdom is much easier to manage than three
- All the de jure vassals of that title in your kingdom will get a -50 opinion modifier "Destroyed liege title."
- If one of your vassals controls a large portion of de jure area of one of the titles you are destroying, they could re-create that kingdom title and become independent (they also need to control at least two duchies, which is something you should want to prevent in any event)
- Destroying titles will cost you prestige, and you will also earn less prestige
So my suggestion is do it one title at a time, and do it with a character who has ruled for a long time and might depart from the world soon. Also, first do it with titles where the vassals are unlikely to become powerful enough to re-create the title. This will give you time to reorganize your other vassals in preparation for more titles to be destroyed.